clear
clear matrix
clear mata
set maxvar 10000

use mp_shocks_quarterly, clear

foreach var of varlist resid_rr surprise_bk tight_surprise_gw FFR_ns {
	gen x = `var'
	qui reg ret_HML x if yq >= yq(1970,2) & (yq<yq(1994,1) | (yq>=yq(1994,1) & Scheduled==1)), ro
	est store `var'
	drop x 
}
est table *, se stats(r2_a N) 
est drop _all

use mp_shocks_daily, clear

foreach var of varlist resid_rr surprise_bk tight_surprise_gw FFR_ns {
	gen x = `var'
	qui reg ret_HML x if date<mdy(1,1,1994) | (date>=mdy(1,1,1994) & Scheduled==1), ro
	est store `var'
	drop x 
}
est table *, se stats(r2_a N) 
est drop _all



